Optimal investment, consumption and life insurance purchase with learning about return predictability
Year of publication: |
2023
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Authors: | Peng, Xingchun ; Li, Baihui |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 113.2023, p. 70-95
|
Subject: | Learning | Life insurance | Return predictability | Stochastic interest rate | Lebensversicherung | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Schätzung | Estimation |
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